ITB.DE vs. RIO1.DE
ITB.DE (Imperial Brands PLC) and RIO1.DE (Rio Tinto Group) are both stocks. ITB.DE operates in Tobacco (Consumer Defensive), while RIO1.DE operates in Other Industrial Metals & Mining (Basic Materials). Over the past 5 years, ITB.DE returned 19.78%/yr vs 14.10%/yr for RIO1.DE. At a 0.18 correlation, their price movements are largely independent.
Performance
ITB.DE vs. RIO1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ITB.DE achieves a -10.68% return, which is significantly lower than RIO1.DE's 35.07% return.
ITB.DE
- 1D
- -0.64%
- 1M
- -4.28%
- YTD
- -10.68%
- 6M
- -13.85%
- 1Y
- -4.50%
- 3Y*
- 24.44%
- 5Y*
- 19.78%
- 10Y*
- —
RIO1.DE
- 1D
- -2.92%
- 1M
- 1.51%
- YTD
- 35.07%
- 6M
- 48.26%
- 1Y
- 84.11%
- 3Y*
- 24.08%
- 5Y*
- 14.10%
- 10Y*
- 23.57%
ITB.DE vs. RIO1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ITB.DE Imperial Brands PLC | -10.68% | 24.75% | 58.83% | -1.47% | 28.37% | 25.08% | -11.05% | -6.87% | -7.30% |
RIO1.DE Rio Tinto Group | 35.07% | 30.88% | -8.70% | 8.61% | 26.06% | 9.04% | 27.75% | 42.51% | -1.89% |
Correlation
The correlation between ITB.DE and RIO1.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2018 | 0.18 |
The correlation between ITB.DE and RIO1.DE shifts across timeframes, from 0.08 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITB.DE vs. RIO1.DE — Risk / Return Rank
ITB.DE
RIO1.DE
ITB.DE vs. RIO1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (ITB.DE) and Rio Tinto Group (RIO1.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ITB.DE | RIO1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.51 | ||
| Sortino ratioReturn per unit of downside risk | -4.20 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.52 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 6.41 | -6.54 |
| Martin ratioReturn relative to average drawdown | -0.34 | 25.06 | -25.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITB.DE | RIO1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 3.39 | -3.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.51 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.34 | +0.09 |
Drawdowns
ITB.DE vs. RIO1.DE - Drawdown Comparison
The maximum ITB.DE drawdown since its inception was -49.50%, smaller than the maximum RIO1.DE drawdown of -85.90%. Use the drawdown chart below to compare losses from any high point for ITB.DE and RIO1.DE.
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Drawdown Indicators
| ITB.DE | RIO1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.50% | -85.90% | +36.40% |
Max Drawdown (1Y)Largest decline over 1 year | -17.70% | -13.38% | -4.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.70% | -24.76% | +7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -28.20% | +5.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.80% | — |
Current DrawdownCurrent decline from peak | -17.22% | -5.52% | -11.70% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -22.98% | +8.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 3.38% | +3.62% |
Volatility
ITB.DE vs. RIO1.DE - Volatility Comparison
The current volatility for Imperial Brands PLC (ITB.DE) is 7.94%, while Rio Tinto Group (RIO1.DE) has a volatility of 10.79%. This indicates that ITB.DE experiences smaller price fluctuations and is considered to be less risky than RIO1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITB.DE | RIO1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 10.79% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 16.07% | 21.33% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 25.32% | -5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 27.39% | -6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.05% | 29.82% | -4.77% |
Dividends
ITB.DE vs. RIO1.DE - Dividend Comparison
ITB.DE's dividend yield for the trailing twelve months is around 6.93%, more than RIO1.DE's 4.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITB.DE Imperial Brands PLC | 6.93% | 6.62% | 6.71% | 9.08% | 8.22% | 9.51% | 12.34% | 12.02% | 3.23% | 0.00% | 0.00% | 0.00% |
RIO1.DE Rio Tinto Group | 4.42% | 5.61% | 8.05% | 6.31% | 11.87% | 15.70% | 6.26% | 12.27% | 6.89% | 5.46% | 4.14% | 8.77% |
Financials
ITB.DE vs. RIO1.DE - Financials Comparison
This section allows you to compare key financial metrics between Imperial Brands PLC and Rio Tinto Group. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ITB.DE and RIO1.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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